Good question! You want it to look effortless as you carry the mast and sail. You should look like a nautical expert as you stride confidently across the yacht club lawn or even the local launching ramp carrying your rig. They key to this is to neatly roll and tie your sail with the halyard so it cannot catch in the breeze as you stroll - if the sail is unflappable, it will help you remain unflappable. Then properly balance the sail at roughly its midpoint and grasp firmly with the left or right hand - one hand only please! My key to balance is to slide the mast into the halyard that you wrapped the sail with. If you carry the mast separately from the sail, it will slip and slide fore and aft, making it hard to walk with aplomb and necessitating two hands.
Never use a tube! It is heavy and unnecessary. Have you ever seen Dennis Connor walking with a 14 foot tube? I didn't think so!
With a little practice, you will be the envy of all as you carry your rig to and from your boat with grace and style!